Files
fx-quant/results/phase1/S1_GBP_AUD_trades.csv
T
Brent NealeandClaude Opus 4.6 dce54845c2 Phase 1: Event-driven backtester, 5 strategies, and baseline results
- Built event-driven backtesting engine with spread/slippage modeling,
  3-TP partial closes, trailing stops, and rich trade logging (20+ features)
- Implemented 5 strategy signal generators (MA Breakout, VWAP Reversal,
  Key Level Breakout, EMA Ribbon Scalp, Momentum Exhaustion)
- Full indicator library (EMA, SMA, RSI, ATR, MACD, ADX, Stochastic,
  Session VWAP bands, swing points, key levels, RSI divergence)
- Data pipeline: Dukascopy download, validation, 70/30 train/test split
- Baseline results: all 5 strategies generate 200+ trades on training data
  (Jan 2021 - Aug 2023), best profit factors 0.82-0.96 on select pairs
- Trade logs and reports saved for Phase 3 ML feature engineering

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-18 06:04:40 +10:00

54 KiB

1timestampstrategy_idpairsignal_directionentry_pricesl_pricetp1_pricetp2_pricetp3_pricelot_sizeconfluence_scoresessionspread_at_entryatr_at_entryadx_at_entryrsi_at_entryema_50_valueema_200_valuevwap_deviationnews_within_60minmacd_hist_at_entrystoch_k_at_entrydistance_from_ema50_pipscandle_body_ratiohour_of_dayday_of_weekexit_priceexit_reasonexit_timepnl_pipspnl_dollarshold_time_minuteswin
22021-01-18 11:45:00+00:001GBP_AUDLONG1.765831.76468004913969811.7673598525809051.76853975430150871.7703096068824138869602.382LONDON2.00.001179901720603472411.8549352489169255.3542119906676861.76458771502186341.762644532921616.8951556520913115False6.793540282559095e-0543.13964784552888410.0228497813659170.344086021505445651101.7646800491396981SL2021-01-18 12:30:00+00:00-11.49950860301896-1000.000005001576345False
32021-02-01 12:00:00+00:001GBP_AUDLONG1.796261.79470358473665011.79804924579004971.79940207631674931.8014313221067988636077.032LONDON2.00.001352830526699732826.33937422063721547.8347014769812941.7957464035789161.7916525638970815-12.361757912140448False-0.0002341482228922160715.8735620494027732.7359642108404360.50617283950621351201.7947035847366501SL2021-02-01 13:00:00+00:00-15.564152633498194-989.999998158221260False
42021-03-17 14:30:00+00:001GBP_AUDLONG1.799461.79808221421044821.80098335736865511.80215892894775841.8039222863164135711358.772OVERLAP2.00.001175571579103335423.64457603649479747.77321339612341.79849089977818261.7956377439201752-6.910808143549829False-0.000303196586808023767.0421124333861347.29100221817491350.34090909090905651421.7980822142104482SL2021-03-17 14:45:00+00:00-13.777857895518329-980.100004579070915False
52021-03-22 16:30:00+00:001GBP_AUDSHORT1.788681.7902248440493221.78671546785203431.78524577975339031.7830412476054245628088.643OVERLAP2.00.001469688098643900227.17538972285646250.0697909781869441.78998314160625421.7916619845846038-11.390872379035688False0.0003720342676509409489.98721221338378-10.6314160625409220.44927536231883591601.790224844049322SL2021-03-22 20:45:00+00:00-15.448440493219804-970.2989979507357255False
62021-04-16 09:15:00+00:001GBP_AUDSHORT1.777311.77855614202098921.77585157393703241.77471928989505411.7730208638320866770855.963LONDON2.00.001132284041978366433.87224275135681553.1554090781071051.77766384569630191.78277934512211377.787379822807861False0.0002553776548726103489.29124896509649-1.13845696301906330.38372093023255216941.7785561420209892SL2021-04-16 09:45:00+00:00-12.461420209892715-960.59600388602530False
72021-05-07 11:00:00+00:001GBP_AUDSHORT1.788781.78986943317320261.78746170048039251.78642283413398761.7848645346143799872921.884LONDON2.00.001038866346405017121.721686190313945.434818307163121.7890860989966561.7913413146594441-13.163972345808794False-0.000325309170783871211.795186891958354-0.66098996655883370.499999999999801771141.78878TP1+SL2021-05-07 11:45:00+00:006.591497598037454575.38624752943445True
82021-05-18 11:45:00+00:001GBP_AUDLONG1.82116000000000011.8198388441323041.8226634676030881.823825779338481.8255692469415679724171.872LONDON2.00.001162311735391946417.81773532901756655.733860819521661.8198249604176561.81810904411632631.3329935310468777False-4.004618488619632e-0564.0740740740736110.9503958234413720.38961038961055441111.819838844132304SL2021-05-18 12:15:00+00:00-13.21155867696211-956.743915271037630False
92021-05-19 15:00:00+00:001GBP_AUDLONG1.82681.82504700214238241.8290289935728531.83067498928808851.8331439828609417540318.13OVERLAP2.00.001645995715235411633.2508794282440846.933267256344691.82592429068179231.8219255830727492-11.83553596231679False-0.000434365859253813122.067889794909876.3570931820766670.47368421052633631521.8250470021423824SL2021-05-19 16:45:00+00:00-17.52997857617622-947.176471732024105False
102021-06-15 09:45:00+00:001GBP_AUDLONG1.831011.82989111521319341.832356654360421.8334144239340331.835001078294453838070.842LONDON2.00.00105776957361324130.9624876738207247.640025923452751.83067449818926421.8296126335883978-7.81382411099818False-0.00015561251952943524.415657826559230.95501810735809660.4153846153845786911.8298911152131934SL2021-06-15 10:30:00+00:00-11.18884786806662-937.704713142280245False
112021-06-16 10:00:00+00:001GBP_AUDLONG1.83181.83058472839794551.83304581480616371.83403635801027251.8355221728164361763884.933LONDON2.00.000990543204109011426.94710099724803649.951690264822221.8314908260674981.83071349221010161.4810069151205418False-0.0001212003289248358375.168218800781530.6917393250205350.373333333333396471021.8305847283979455SL2021-06-16 12:15:00+00:00-12.152716020545906-928.3276626664589135False
122021-06-18 10:30:00+00:001GBP_AUDLONG1.843971.8423635441741821.84605936747745411.84761227912909031.8499416466065444572094.44LONDON2.00.001552911651636081821.17116025286725655.782179243166951.84293108258749741.839489340815740416.83103776360495False0.0003016127222138292578.706142654068817.9891741250270880.32380952380953191041.8460731103557826TP1+TP2+SL2021-06-18 12:30:00+00:0025.5798954861057271463.4114960186366120True
132021-07-14 14:30:00+00:001GBP_AUDLONG1.858321.8567041617807141.86025751465785731.86170919109642871.8638867057542858577829.24OVERLAP2.00.001451676438571481328.91089073861165654.923445502700141.85667132684489781.85512114493654610.32186131512013105False-0.0001022487775043861491.2726502882097614.0867315510218030.481481481481260631421.856704161780714SL2021-07-14 14:45:00+00:00-16.158382192859033-933.67850557939815False
142021-07-20 08:15:00+00:001GBP_AUDLONG1.86541.86363793355730321.86762619932809051.8692703322134841.8717365315415744524578.244LONDON2.00.00164413288539363826.01113139862513253.7109129492551461.86410625537384461.86265153313867623.881456985308507False-0.000131603034138466980.8200917484734910.5374462615537290.340277777777721811.8636379335573032SL2021-07-20 09:00:00+00:00-17.62066442696719-924.341713272905745False
152021-07-21 09:15:00+00:001GBP_AUDLONG1.862771.86154110442498431.8643866867250471.86562447787507811.8674811646001253744650.982LONDON2.00.001237791150031281330.89960209703801748.3935381422801851.86198628462162061.861461103965165-2.853843716394966False-0.000350110703300732729.706504610082055.43715378379383550.3684210526317173921.86277TP1+SL2021-07-21 10:00:00+00:008.083433625234449601.933677079578545True
162021-07-21 12:00:00+00:001GBP_AUDLONG1.86281.86117432484790711.86470702545627881.86613837576046481.8682854012167436566606.214LONDON2.00.001431350304185896225.19019808026891451.535809242555291.86194963813847441.86151135525809892.807406558400505False-0.000136947304632877281.122336492471946.1036186152563230.62790697674427011221.8628TP1+SL2021-07-21 14:45:00+00:009.535127281393718540.2662330778098165True
172021-07-22 10:30:00+00:001GBP_AUDLONG1.864551.86288330161122831.86655009516631451.86804349194385751.8702835871101722555901.64LONDON2.00.00149339677754308329.1226605709712455.23617086342431.86345667717211971.86277580399570515.004670196772096False6.530343422885324e-0584.508099071812188.5332282788019850.484536082474127661031.86455TP1+SL2021-07-22 13:00:00+00:0010.000475831573041555.9280515532784150True
182021-07-29 16:30:00+00:001GBP_AUDLONG1.888351.88683676599151421.89027970202545711.89172617004242841.8938958720678856615952.042OVERLAP2.00.001446468016971410232.95940752799792549.8275772519153361.887858981803471.8852772992237539-1.0802414881272426False-0.0002959995504880824474.68652037617422.51018196530061740.3896103896102661631.8868367659915142SL2021-07-29 17:15:00+00:00-15.132340084857974-932.079574524204445False
192021-07-30 15:45:00+00:001GBP_AUDLONG1.89281.89098638580031221.89506084259906381.89672807099843981.8992289135975038508795.522OVERLAP2.00.001667228399375927724.78549945064611750.7376110338051661.89144837422957131.8881278050162034-0.5415954696275094False-0.000275786733763271654.08256472245897611.1162577042867030.58536585365854981541.8909863858003122SL2021-08-02 09:45:00+00:00-18.136141996878408-922.75877980955893960False
202021-08-05 11:30:00+00:001GBP_AUDSHORT1.87826999999999991.87963649920009531.87645050239971331.87507750399952241.8730180063992359668519.385LONDON2.00.001372998400190982629.6401557424798942.020077686952281.8798066052773791.8814714662821101-8.01990574921474False-6.137728364273684e-0535.14056224899295-12.9660527737907040.354838709677442471131.8796364992000953SL2021-08-05 12:00:00+00:00-13.664992000954612-913.531198018313730False
212021-08-09 15:00:00+00:001GBP_AUDLONG1.888631.88713174791774981.89051475624675011.89193126041125011.894056016658603633.995OVERLAP2.00.001416504164500018725.5456633361246554.778335059177091.88730667067868161.88531159588134226.607067381567688False0.0001070017122078560793.893814611271310.8332932131838260.314606741573078551501.8871317479177498SL2021-08-09 15:45:00+00:00-14.982520822501842-904.395882434486945False
222021-08-10 08:30:00+00:001GBP_AUDLONG1.889821.8885896190890891.89114114273273311.89218190455455511.8937430472872883727703.035LONDON2.00.001040761821822053230.37231260483566353.339200910263851.8890306047114021.8871678556291920.9269594810912274False7.126290019490359e-0582.396844896847335.4939528859798690.3789473684211953811.888589619089089SL2021-08-10 10:30:00+00:00-12.303809109110995-895.3519169241673120False
232021-08-11 10:15:00+00:001GBP_AUDSHORT1.883791.8849025118637761.88258246440867171.88161744068111921.8801699050897909796754.115LONDON2.00.000965023727552296825.57284593393130545.4684419792859841.88436529038787781.8853753548125587-7.915280050367901False-0.0001616180269593284244.946712819252525-3.35290387877718030.45882352941162641021.884902511863776SL2021-08-11 11:45:00+00:00-11.125118637760334-886.398399887314790False
242021-08-12 09:30:00+00:001GBP_AUDSHORT1.88192999999999991.8828520474091141.88096385777265821.88015976295443021.8789536207270885951723.754LONDON2.00.000804094818227847930.66301028297852645.3113636926069961.8823488748902811.883133792457856-3.64027136972922False-0.0002001882577319609542.260228034874224-1.78874890281122130.44897959183706765931.882852047409114SL2021-08-12 09:45:00+00:00-9.220474091140574-877.534417879814915False
252021-08-19 16:15:00+00:001GBP_AUDLONG1.908151.90668558029390781.91023325911827651.9117820985304611.9141053576487375593244.592OVERLAP2.00.001548839412184381217.3362241982271649.88760275534581.9074196162660311.9009613145182982-11.037976550414275False9.603905989365624e-0652.01620665581284.9038373396892430.63076923076922551631.9066855802939078SL2021-08-19 16:45:00+00:00-14.644197060922348-868.759068128608330False
262021-08-26 16:30:00+00:001GBP_AUDSHORT1.890791.89200054589607471.8892583623117761.8880772705196271.886305632831403710482.343OVERLAP2.00.00118109179214925221.01948533883132744.085689427964821.89207147994873461.8933956604012305-8.484390458702862False2.4388747947382168e-0511.507133627182434-10.4147994873460270.33333333333344551631.8920005458960747SL2021-08-26 17:15:00+00:00-12.105458960747217-860.07148092056545False
272021-09-03 16:15:00+00:001GBP_AUDSHORT1.861481.86323826165895221.85941521502314361.85787869170523921.855573906728383484268.522OVERLAP2.00.001536523317904294429.95586432998432351.756042774177091.86233911558309331.867410174483165717.755249198903034False0.0003657467708027647347.78603221462492-6.1911558309324380.93749999999987851641.8591845663170474TP1+TP2+SL2021-09-05 21:15:00+00:0025.7187171344699341245.47650830083973180True
282021-09-06 10:45:00+00:001GBP_AUDSHORT1.860741.8618584720861611.85948458374151661.85848763956919431.8569922233107106772415.824LONDON2.00.00099694417232236120.9633759813267443.548904564496731.86191619970574361.8644110921184236-8.849645973789677False-9.452408400105331e-0515.527743770451814-9.3619970574354560.39175257731944131001.861858472086161SL2021-09-06 12:15:00+00:00-11.184720861610042-863.925533579162790False
292021-09-14 15:45:00+00:001GBP_AUDLONG1.888181.88657845531606941.89013463405179221.89159772341965371.8937923574714461534038.352OVERLAP2.00.001463089367861520625.66834206191010345.418034886489531.88742015332702921.8818741505311558-13.061075878735284False-0.00037608804217465089.1798285859311975.1984667297078070.44029850746262231511.8865784553160694SL2021-09-14 17:45:00+00:00-16.01544683930589-855.2862804575633120False
302021-09-15 15:45:00+00:001GBP_AUDLONG1.889251.88777922579900781.89108232260297671.89246387100496131.894536193607938575705.923OVERLAP2.00.001381548401984442322.14332049447420754.5427636729271651.88771954259974041.88516516297414739.820398654543094False-1.171077279198292e-0677.5211691381913812.9045740025968140.64556962025330331521.8877792257990078SL2021-09-15 17:00:00+00:00-14.707742009922864-846.733414494529375False
312021-09-16 08:30:00+00:001GBP_AUDLONG1.889531.888313174131661.89090047760501931.89197412934169871.8935846069467182688895.684LONDON2.00.001073651736679549733.1207721741220654.755601084092971.88824754646801481.88649888420321620.4838062279777233False-2.9310401623784525e-0527.72544131348776710.4245353198506590.48275862068941755831.88831317413166SL2021-09-16 09:00:00+00:00-12.168258683398212-838.266084011551830False
322021-09-16 09:45:00+00:001GBP_AUDLONG1.889131.88785656881780371.89046029354658861.89150715591098081.8930774494575695651690.833LONDON2.00.001046862364392372821.75829954926341351.8974748219408751.88831861262018651.88660322811198640.5331400737351721False-0.0001305204442938838757.1157749928702645.7138737981343720.5930232558139085931.88913TP1+SL2021-09-16 12:30:00+00:006.651467732943227433.470052759999165True
332021-09-30 16:45:00+00:001GBP_AUDSHORT1.86582999999999991.86766741489774751.8631977553067581.86128292551126331.8584106808180214454017.283OVERLAP2.00.00191482979549463431.58814161883671549.108783579820621.86682584083079941.8693556122580812-4.6274357677611455False1.8573709445233056e-0589.20102681378081-7.5584083079949240.72000000000024871631.862055111391156TP1+TP2+SL2021-10-01 00:45:00+00:0034.3522241501066361559.650337058173480True
342021-10-12 16:00:00+00:001GBP_AUDSHORT1.846551.84812793169736581.84451620490790271.8430003415131711.8407265464210738538562.363OVERLAP2.00.001515863394731525124.1907207904379647.2887009647366061.84794160612868021.8535296313793106-1.2862791643941662False0.000109892992658455727.10076918254701-11.5160612868026040.518987341772281611.8481279316973658SL2021-10-12 18:45:00+00:00-15.779316973658641-849.8146188521656165False
352021-10-19 14:00:00+00:001GBP_AUDSHORT1.84831.84982924614471591.84650226156585241.84514376927642051.8431060308422726550151.125OVERLAP2.00.001358492289431846540.2990901577398843.446494989462631.8493892375766281.8507448478633215-9.618781759563877False-0.000297648111070975320.655626027716625-8.4923757662802580.41411.8455550852888316TP1+TP2+SL2021-10-19 18:15:00+00:0023.9472137638137031317.4586473041525255True
362021-10-25 15:45:00+00:001GBP_AUDSHORT1.837551.8390491137150171.83587265885494941.83459443142491561.832677090279865569997.52OVERLAP2.00.001278227430033764520.55458095534771348.91517453739181.83858787067534331.84076422798715741.9892718044323132False0.0001025790721778961472.88203557888367-7.9787067534331510.73170731707305181501.8345681183175486TP1+TP2+SL2021-10-26 01:30:00+00:0023.2171748154088571323.3731601846011585True
372021-10-26 15:15:00+00:001GBP_AUDSHORT1.835821.83737744008834941.83405767973495241.83272279955825381.8307204792932061557148.113OVERLAP2.00.001334880176698496625.05430147959695546.66123387099691.83650329535369551.8380077076583181-10.969569122236678False-0.0001195440122409075349.04761904761988-4.432953536954720.59302325581390851511.8339954369283469TP1+TP2+SL2021-10-26 19:30:00+00:0021.752328793783081211.9268875554824255True
382021-10-29 13:15:00+00:001GBP_AUDSHORT1.828511.8300035191921651.8268194424235051.8255324040391751.8236018464626798589107.974OVERLAP2.00.001287038384330080713.54144246598314748.88456654095911.82882931556174721.8297130704156113-0.5930736616677201False-3.585922109392031e-0529.516506813012327-0.79315561747117510.494949494949351341.8236018464626798TP32021-10-29 15:15:00+00:0027.2018828395919071602.4845979809825120True
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482022-01-13 16:30:00+00:001GBP_AUDSHORT1.880441.88195914452695551.87864256641913371.8772842773652231.8752468437843568574154.522OVERLAP2.00.00135828905391078825.5791359983663448.837826725313021.88107696246835171.8845462942186020.5539938994747473False0.0001194355118033892321.918145747731064-3.96962468351746980.361904761904808251631.8819591445269555SL2022-01-13 17:15:00+00:00-15.191445269555626-872.223696684798145False
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512022-02-08 16:30:00+00:001GBP_AUDSHORT1.899981.90150791022020531.89803626933938421.89658044889897351.8943967182383576553905.434OVERLAP2.00.001455820440410611427.19902521028713247.9718641547871841.90036067502758851.9024346366630502-2.892938233167719False-4.9211167998820354e-0562.28775692582777-1.40675027588521570.77464788732402731611.8943967182383576TP32022-02-08 21:45:00+00:0031.0838701294433621721.7524450113483315True
522022-02-16 16:30:00+00:001GBP_AUDSHORT1.891531.89297860972560071.88949417082319761.8879769513719961.8857011221951934596113.152OVERLAP2.00.001517219451201618241.7027852285696548.9654476924059451.89187748935135211.89428521126122124.664484381033951False2.1121991109591238e-0514.707470064926985-1.07489351352185740.333333333333503461621.89153TP1+SL2022-02-16 19:00:00+00:0010.179145884011698606.7922717227748150True
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542022-02-22 16:30:00+00:001GBP_AUDSHORT1.880671.88225410200164061.87846769399507841.87683948999179751.8743971839868758543467.022OVERLAP2.00.00162820400328104636.0730728102036453.878526922923421.8818233360562661.88693713922883145.4811013448441415False0.000656904591954427471.21818134539359-9.1333605626586770.475609756097402471611.8822541020016406SL2022-02-22 17:15:00+00:00-15.84102001640497-860.907194207596145False
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562022-03-03 09:30:00+00:001GBP_AUDSHORT1.832471.83416785167224421.83040644498326731.82887074163877881.826567186622046496966.343LONDON2.00.001535703344488494632.7561588739992147.066017883018051.83416164202612061.837644868858678.275098718402152False0.000128801630985040957.91845600969174-14.5164202612058090.43199999999999716931.826567186622046TP32022-03-03 14:30:00+00:0032.921176923235151636.0716804032636300True
572022-03-22 13:00:00+00:001GBP_AUDSHORT1.778141.77987482939292591.77608551182122221.77455585303537041.7722613648565926495804.292OVERLAP2.00.00152965878585186417.8823433850384448.728555471622321.77857044357022741.780217224801773-2.5802409734443366False2.2708669000330963e-0529.495221112891233-1.90443570227349920.45535714285714821311.7798748293929259SL2022-03-22 13:15:00+00:00-17.348293929257963-860.135855430705415False
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602022-04-14 15:45:00+00:001GBP_AUDLONG1.76283000000000011.76088279473972281.76528161578083181.7670760263013861.7697676420822177435844.854OVERLAP2.00.001794410520554382635.7786699439242156.050079109951461.7612708038183471.756574067665891210.646766864184087False0.000299524960579783983.7575760406396513.1919618165299290.38586956521749231531.7608827947397228SL2022-04-14 17:00:00+00:00-19.472052602773626-848.679384584798175False
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772022-09-05 15:30:00+00:001GBP_AUDSHORT1.69211.69370808653868181.69027574038395481.68889956730659141.6868353076905462544226.683OVERLAP2.00.00137617307736344518.9056597176555247.6262302842916441.69241660102815721.6939872310961377-9.957575505610272False-9.501553709678442e-0510.055751281266618-0.76601028157208260.36585365853652591501.6937080865386818SL2022-09-05 16:15:00+00:00-16.0808653868183-875.163598099503945False
782022-10-10 13:00:00+00:001GBP_AUDLONG1.750871.7489673896956821.7535478309129541.75549305152158991.758410882434544455380.683OVERLAP2.00.00194522060863599323.25271738972294247.705280530432041.74955478748411331.745227981992905-18.384969611993096False-0.000542524959812569738.5593604891388510.7521251588660330.459677419354840131301.758410882434544TP32022-10-10 15:00:00+00:0042.340073998627931928.0851688745506120True
792022-10-14 09:00:00+00:001GBP_AUDLONG1.791251.78855804875984251.79479585372047221.7973197562007871.8011056099212592329015.184LONDON2.00.00252390248031482543.9942235380223458.300257033627621.7899352085127891.780809702262729421.749873658052365False0.000837751665540701877.9625704464753710.7479148721090210.48407643312105697941.7885580487598425SL2022-10-14 09:15:00+00:00-26.919512401575304-885.692821831653215False
802022-10-17 08:45:00+00:001GBP_AUDLONG1.805011.80253193943050681.8083041817084791.8106603028474651.8141944845559443353839.574LONDON2.00.002356121138986061521.87313176659003551.996755687171911.80315842225191061.79310930976733212.500484941331269False-0.0001815759943949188569.0250509846912516.115777480893990.780303030303103801.80501TP1+SL2022-10-17 10:15:00+00:0016.470908542395303582.805919615048190True
812022-10-17 16:30:00+00:001GBP_AUDLONG1.80981.80748564743883371.8139530576834991.81688176280583161.8212748204893305381386.993OVERLAP2.00.002928705122332629520.8601593864727550.1314015589294041.8076666857396321.797315503498090811.488457410513409False-0.00035714841332144968.9560082244278718.9331426036809520.45454545454565641601.8074856474388337SL2022-10-17 17:00:00+00:00-23.143525611664106-882.663957102048230False
822022-11-01 10:00:00+00:001GBP_AUDSHORT1.789531.79172223333517171.78619329999448471.78380883332414131.780232133318626398605.984LONDON2.00.00238446667034352519.55612917526435344.88250275080071.79198233571398151.7962038102343083-15.360318601957967False-0.000266421388311304416.455490455748492-22.1233571398138370.396341463414555731011.7917222333351717SL2022-11-01 12:00:00+00:00-21.922333351716006-873.8373169547443120False
832022-11-03 11:15:00+00:001GBP_AUDSHORT1.789281.79170144351769771.78594566944690741.78356278241151231.77998845185842357265.793LONDON2.00.002382887035395025720.15172916875581846.855112130657681.79140784720275931.792754864217532411.301122250950701False0.0002135065973301948852.13422873690778-18.878472027592520.37704918032779131131.7855082158254898TP1+TP2+SL2022-11-03 12:15:00+00:0041.366873879946411477.89688765494260True
842022-11-09 16:15:00+00:001GBP_AUDSHORT1.76771.77009129331519581.76421612005441261.7617335334240211.7580096534784335367950.642OVERLAP2.00.002482586630391658729.41737529457036351.007533442807621.7694730408232131.77200126445518460.5558356328405623False0.00045304212780169987.48137167623763-15.3304082321303880.341666666666658961621.7677TP1+SL2022-11-09 23:15:00+00:0017.419399727937048640.9479278310263420True
852022-11-17 14:15:00+00:001GBP_AUDLONG1.774691.77211156819769331.77825529540691971.78079215901153281.7845974544184524343731.173OVERLAP2.00.002536863604613104718.76639436372330754.010997779242291.77197508334050571.76511008199469542.9017835203992703False-0.000261650273091551241.0019422677675324.7491665949439720.47878787878787631431.7721115681976933SL2022-11-17 14:30:00+00:00-25.784318023067684-886.287380172114215False
862022-11-21 12:45:00+00:001GBP_AUDLONG1.783071.78138307253466621.78516078239600141.78671463732666911.7890454197226708520131.742LONDON2.00.001553854930667714226.29964861481495250.386735570373861.78199412165735141.777124047559215-4.496182160627082False-0.000310415573629210422.4677650985874788.3587834264853280.49999999999987091201.7813830725346662SL2022-11-21 13:00:00+00:00-16.869274653337207-877.424517797817915False
872022-11-24 13:45:00+00:001GBP_AUDLONG1.79374000000000011.79174036667787571.7961988999663731.79799816661062131.8006970665769941434404.783OVERLAP2.00.001799266644248505127.57062740399043251.636680352336631.79232581174116821.79035684298708950.815640357734182False-0.0003793633190795559313.15570279841372811.7418825883186530.35338345864674711331.7917403666778757SL2022-11-24 15:00:00+00:00-19.99633322124383-868.650273378111975False
882022-12-05 11:45:00+00:001GBP_AUDLONG1.80391.80179852837914871.80645441486255361.80831735810425621.8111117729668098409219.783LONDON2.00.001862943241702457716.35544379673562850.99279229166171.8034894044795141.79932321587466135.526824181689705False1.66514329594308e-0584.940476190475681.70595520486038770.48076923076924721101.8111117729668098TP32022-12-05 15:45:00+00:0040.447694559155861655.1996669004961240True
892022-12-14 10:00:00+00:001GBP_AUDSHORT1.803311.8050036129481111.80110916115566641.7994819352594441.7970410964151105517541.963LONDON2.00.001627225896222395726.85495738690429646.068339820556361.8051532247249911.80842941925365395.730858397188232False0.0001147809002065770168.1153058238212-16.0322472499108140.346368715083843261021.805003612948111SL2022-12-14 10:15:00+00:00-16.936129481111006-876.515764646797415False
902022-12-15 16:45:00+00:001GBP_AUDLONG1.822141.8198821506622691.82618354801319251.8290392466886541.8333227947018464384326.183OVERLAP2.00.00285569867546157123.88939300117698753.070221388967631.81914120974764651.81293511368747387.7350535957343425False-0.0002935385373460116371.1349931211002427.5879025235359340.37499999999996151631.819882150662269SL2022-12-15 17:30:00+00:00-22.578493377309886-867.750610985680645False
912022-12-16 13:15:00+00:001GBP_AUDLONG1.819351.81741760947686221.82208717156941381.82407195261568971.8270491241851035444564.953OVERLAP2.00.0019847810462758826.5047645496190149.874269776671161.818823642686411.816069515620698.454608796732987False-4.843077839656381e-0516.9849912301254162.86357313590057670.328358208955246141341.81935TP1+SL2022-12-16 15:00:00+00:0013.685857847068881608.4252709489285105True
922022-12-26 13:15:00+00:001GBP_AUDSHORT1.793921.79521288334723651.79193134995829031.79044558326381731.7882169332221076669168.922OVERLAP2.00.001485766694473105530.290380823490948.931955497465151.79535828817731051.79934155799240263.5797448478924743False0.0002904541850219711590.11067094258833-11.9828817731049140.32812500000008131301.7952128833472365SL2022-12-26 14:00:00+00:00-12.928833472365397-865.157353156260345False
932022-12-26 16:15:00+00:001GBP_AUDSHORT1.793991.79587183773576431.7913744867927071.78947081132117841.7866152981138854455143.274OVERLAP2.00.001903675471528654528.15917074723285348.071831974192441.79520736327329591.7988452744078045-6.93362717873125False9.324105594789741e-0529.12246793719525-9.7736327329589480.63829787234024461601.7913383647718921TP1+TP2+SL2022-12-26 23:45:00+00:0031.9384025291451471453.6548965691393450True
942023-01-02 11:30:00+00:001GBP_AUDSHORT1.77180999999999991.77322319934915871.76952040195252411.7678340032542071.7653044052067313616361.962LONDON2.00.001686398698317179718.37437400680649.43202200480251.77252151570324861.7766641590786019-0.9045738740653952False5.5714832120547444e-0555.27601204415828-4.7151570324865940.30000000000008881101.7653044052067313TP32023-01-02 16:00:00+00:0036.387170061294552242.7667457832827270True
952023-01-13 10:30:00+00:001GBP_AUDSHORT1.75231999999999991.75384016452035961.75033950643892131.74885917739820231.7466386838371237587745.592LONDON2.00.001480329040719029626.7574936734388252.336578040218211.7525925981498081.75573376813837078.211528723389705False0.000287645607357702649.53719540155703-0.32598149808160670.51041.7538401645203596SL2023-01-13 12:30:00+00:00-15.201645203597458-893.4699929159058120False
962023-01-16 11:45:00+00:001GBP_AUDSHORT1.751031.75249276338529941.74901170984410231.74750618307350371.7452478929176058604701.553LONDON2.00.00150552677059857518.10688440394027842.66266863764781.75272883019681031.7540041488262963-16.31691522956169False-0.000183472755708228569.320039557869768-14.5883019681014580.41414141414119211101.75103TP1+SL2023-01-16 12:30:00+00:0010.091450779489142610.231592810579345True
972023-01-18 11:00:00+00:001GBP_AUDLONG1.758911.75662413020056271.76189760939831191.76404934899718671.7672769583954986389627.443LONDON2.00.002151739598874647521.18522191288854756.187291971765291.75678136463604021.755732345830564515.71967893765125False0.000279546866061051344.2165705493230218.8863536395977860.44660194174753931121.761306032125331TP1+TP2+SL2023-01-18 12:00:00+00:0035.1481582337818141369.46869133433360True
982023-02-07 16:15:00+00:001GBP_AUDSHORT1.734861.73673825392818681.73255523821543921.73085873035906551.7283139685745046481474.992OVERLAP2.00.001696507856373896246.07229206555424452.211137760244251.735472059738011.738691872226975517.34305394761826False0.0003549981039562147618.417749688651778-3.7205973800991110.322834645669338171611.7317469377222678TP1+TP2+SL2023-02-07 18:00:00+00:0029.7537424010725361432.5682825018976105True
992023-02-15 08:30:00+00:001GBP_AUDLONG1.750661.74868520060148321.75325439819555041.7551439969925841.757978395188134465190.534LONDON2.00.001889598797033506643.99010307786776550.721987826750141.74873560176487941.74568850663822062.931197711681932False-0.000613134116462664225.12466667779121516.8439823512067650.43333333333336416821.7486852006014832SL2023-02-15 09:30:00+00:00-19.747993985168577-918.657978839738360False
1002023-02-15 11:00:00+00:001GBP_AUDLONG1.750681.74896378562259771.7528586431322071.75447107188701181.756889715019219529928.783LONDON2.00.001612428754804758420.92606215136451250.790223945438261.74925398470636241.74612935600630982.0895543230547986False-0.0002340735278629821755.538405930847311.860152936375990.57894736842110181121.7489637856225977SL2023-02-15 12:15:00+00:00-17.162143774023253-909.471391235273875False
1012023-03-09 12:15:00+00:001GBP_AUDLONG1.79696000000000011.7957033043476091.79860008695717341.79985347826195571.801733565219129716463.593LONDON2.00.001253391304782273450.7496676648216257.472692542802151.79546896723493531.793969490700976413.320196733435097False0.0001663221315571095521.30709982460418312.5103276506477460.30468750000010031231.795703304347609SL2023-03-09 13:30:00+00:00-12.566956523911708-900.376678649570475False
1022023-03-13 12:00:00+00:001GBP_AUDLONG1.820231.81795115830802151.82346652507593541.82578420845989251.829260733535828391151.755LONDON2.00.00231768338395699929.01849203390233452.907544389862721.8196510292908771.81492799723139526.902322516071369False1.91305125788954e-0551.4648009248990163.38970709123032070.34810126582283551201.8179511583080215SL2023-03-13 12:15:00+00:00-22.788416919785615-891.372915790375315False
1032023-03-24 14:30:00+00:001GBP_AUDLONG1.839841.8379928460724131.842081461782761.84373576963793351.8462172314206937477739.933OVERLAP2.00.001654307855173462320.31163864093384353.0906144732494951.83835608480510281.83506124756837679.838656389964395False-0.000166643720776939454.7894693810786212.4391519489708280.76666666666640351441.837992846072413SL2023-03-26 21:00:00+00:00-18.471539275868306-882.45918806455773270False
1042023-04-11 14:15:00+00:001GBP_AUDLONG1.866191.86456248175836841.86810255472489531.86953759120815871.871690145933054536789.433OVERLAP2.00.00143503648326350128.6727469819618847.544994285200521.8653257117758311.863366859978971-9.765569852882017False-0.000486693957373619923.1168399815891386.242882241689340.60215053763437521411.86619TP1+SL2023-04-11 15:30:00+00:009.562773624476327513.319580310168275True
1052023-04-11 16:30:00+00:001GBP_AUDLONG1.867341.86599775296818351.86908674109544951.87041123515908231.8723979762545317654699.02OVERLAP2.00.001324494063632949217.3174731248511352.864151943680431.8658627724443591.86369064321589950.9361542741270767False-0.00018206225002305242.49375803825303412.3722755564092960.64705882352939261611.8659977529681835SL2023-04-11 21:00:00+00:00-13.422470318165123-878.767789483239270False
1062023-04-27 16:00:00+00:001GBP_AUDLONG1.886051.88471001421653341.88802995735039981.8895099289173331.8917298862677325649245.783OVERLAP2.00.001479971566933156331.3059390230416955.597282520784091.884835459765981.881360762048363414.078919217435093False0.0001369313976734478565.06277593818949.7454023401999380.444444444444353051631.8847100142165334SL2023-04-27 16:45:00+00:00-13.399857834666127-869.980115175692345False
1072023-05-30 09:00:00+00:001GBP_AUDLONG1.892351.8906969355077861.89430919347664141.89577532246106921.8979745159377106521020.394LONDON2.00.00146612898442767147.6701214682012448.62972426736261.891824948754511.89085228264255116.174933088907153False-0.000326288465114652454.273413170005882.8505124548994230.375911.8979745159377106TP32023-05-30 10:00:00+00:0031.3209666418359231631.886225490634460True
1082023-05-31 09:15:00+00:001GBP_AUDLONG1.907411.90571246806103051.90959259581690891.9112076596948481.9136302555117568516985.372LONDON2.00.001615063877939177916.24973809941642249.397031026347011.90633410355293181.8996995118160731.7808247277506517False-0.0002727554956216186340.133081469830088.358964470682740.44047619047619363921.910403565528469TP1+TP2+SL2023-05-31 13:45:00+00:0028.29308922602581462.7113201959962270True
1092023-06-01 10:45:00+00:001GBP_AUDLONG1.911391.90993057809855181.91324826570434481.91464710950724151.9167453752115864611355.972LONDON2.00.001398843802896637316.53950601047691351.519089379639121.9110468996527251.90728011616891861.0198369571523536False-2.536955359145692e-0546.20448023516071.03100347274898140.3398058252426181031.91139TP1+SL2023-06-01 12:00:00+00:009.291328521724429568.030916098750475True
1102023-06-01 13:15:00+00:001GBP_AUDLONG1.913071.91158239107517771.91513282677446671.91666804462411111.9189708713985778603590.494OVERLAP2.00.001535217849644462632.8917327416304257.258181358943411.91139910758910841.907739751186403812.5643263894748False0.0001277305067944460370.569620253166814.308924108916710.37373737373733751331.9115823910751777SL2023-06-01 14:00:00+00:00-14.87608924822359-897.906599861900845False
1112023-06-19 13:00:00+00:001GBP_AUDLONG1.870531.86882760334337021.87251718996988941.8740019832831491.8762291732530383522162.42OVERLAP2.00.001484793313259582417.58891195297365752.493691214050251.8690808368425851.86502403811281114.246971148510479False3.2672810083448755e-0529.39296104772660512.0916315741492750.5257731958762251301.8688276033433702SL2023-06-19 13:30:00+00:00-17.023966566298565-888.927523977821830False
1122023-06-21 11:30:00+00:001GBP_AUDLONG1.881721.87988949749507151.88451150751478541.88653251252464241.8895640200394277480763.214LONDON2.00.00202100500985692231.25297275680500454.805768857401691.88025016389806241.876697658467568520.229931032464954False9.356256243777577e-0595.6790870963979512.2983610193760920.409448818897735541121.88172TP1+SL2023-06-21 13:45:00+00:0013.95753757392648671.0270567736508135True
1132023-06-22 13:45:00+00:001GBP_AUDLONG1.884571.88197670286470591.88799989140588261.89044648567647111.8941163770823537341938.655OVERLAP2.00.002446594270588415739.51673126101821556.504255945317721.88191128092115361.87945297985317118.557969991404022False0.000215508439973904274.4754316069066424.1871907884649850.3503649635036521331.88457TP1+SL2023-06-22 18:30:00+00:0017.14945702941284586.4062184870437285True
1142023-06-23 16:00:00+00:001GBP_AUDLONG1.899991.89803316487211231.9028305053836631.90488417563943811.9079646810231008456151.152OVERLAP2.00.00205367025577519729.680534117931542.368674776338371.8997312946584991.8898042381053946-23.69709047383095False-0.00083566977327808839.266448670316850.187053415010574040.70652173913045311641.9079646810231008TP32023-06-26 00:45:00+00:0044.8344158828299942045.1270364531173405True
1152023-06-26 16:00:00+00:001GBP_AUDLONG1.905041.90329700213127961.90708899360616151.90861498934360241.910903982949764523846.82OVERLAP2.00.001525995737440972316.0184275186455451.875568457081981.90464546904041931.8989943240640794-2.1741374881911746False0.000232541640771695870.503260735820761.54530959580734260.402985074626885431601.9032970021312796SL2023-06-26 18:45:00+00:00-17.429978687204528-913.0638559360293165False
1162023-06-28 09:45:00+00:001GBP_AUDLONG1.913741.91204995160999581.9160801451700131.91780024195002151.9203803871200344534856.412LONDON2.00.001720096780008603928.0406504258892444.1525181363975041.91335402484366051.9064916934144456-14.293579293169767False-0.000551163603919802616.833333333330871.4597515633951730.47787610619473897921.9120499516099958SL2023-06-28 11:30:00+00:00-16.900483900041948-903.9332146039237105False
1172023-07-07 11:15:00+00:001GBP_AUDLONG1.92142000000000011.91982234294402331.92336297116793031.92481828527988391.927001256447814560128.95LONDON2.00.001455314111953510621.40056173170029357.2719713730756441.91993828067625751.914768606774700317.180981983175858False0.0002392697798549102781.3415267121236512.4171932374261830.34705882352945791141.923306573376114TP1+TP2+SL2023-07-07 12:15:00+00:0023.682858431530061326.54534421086660True
1182023-07-12 10:30:00+00:001GBP_AUDLONG1.932271.93038631453828051.93456105638515851.93624842730859761.9387794836937564482118.362LONDON2.00.001687370923439098335.5211425166835851.2522233982537541.93157112344580971.929290454167803-10.844035611730085False-0.0003652871777150973640.221250959376884.5887655419019070.48201438848917071021.9303863145382805SL2023-07-12 11:00:00+00:00-18.836854617194643-908.159345560030830False
1192023-07-25 16:15:00+00:001GBP_AUDSHORT1.895141.8969092336468631.89298229905941121.89138383176568531.8889861308250964508173.552OVERLAP2.00.00159846729372590518.5554900849884346.61463679238191.8969499557890381.9010939905917537-8.167633336593205False0.0001767186577126692470.77409135931144-15.6995578903784680.6351351351351271611.896909233646863SL2023-07-25 16:30:00+00:00-17.692336468628778-899.07774310575515False
1202023-08-14 08:45:00+00:001GBP_AUDLONG1.957131.9555660410604941.9589718768185181.960359794697531.9624416715160478569124.263LONDON2.00.001387917879011955326.94785054190328249.082348957493261.95648559690421521.951344258984694513.323381729315464False-0.0002394291452564473770.272112233476684.0440309578482210.5647058823531195801.955566041060494SL2023-08-14 09:15:00+00:00-15.63958939506005-890.086974116739830False
1212023-08-14 16:45:00+00:001GBP_AUDLONG1.955161.95381200047836081.95713399856491771.9586099976081961.9608239961731138653699.123OVERLAP2.00.001475999043278418617.06145477815279752.5320323227027051.95489631114245381.95216780901946435.796550567060965False0.000205617346518211168.684013432874610.236888575462224080.35714285714283831601.9538120004783608SL2023-08-14 17:15:00+00:00-13.479995216392204-881.186101055979330False
1222023-08-17 15:15:00+00:001GBP_AUDLONG1.98680000000000011.984822053798781.989253838603661.99104973100611.9937435696097598441050.543OVERLAP2.00.001795892402439944522.96586524234074456.143794370114141.985555241323811.97772453484354618.970237441082727False0.000488024259853140278.0598189689113310.0475867619009840.434343434343568041531.9891208290439637TP1+TP2+SL2023-08-17 21:00:00+00:0029.6600441245260531308.1578477546043345True
1232023-08-18 09:30:00+00:001GBP_AUDLONG1.988811.98672082767175271.9914175169847421.99331586164123651.9961633786259783423830.915LONDON2.00.001898344656494590427.45841620641110553.048570261777061.98799331314969391.9833202420050967.890793780458427False0.000342381526349313669.633148859466095.7668685030609620.3096774193548738941.9867208276717527SL2023-08-18 14:15:00+00:00-20.891723282472352-885.4558090278443285False